-51.9%
NVO vs SYK
-4.6%
-47.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.7% | -0.4% |
| 7D | -7.4% | -12.3% | +5.0% | -2.2% |
| 30D | -5.5% | -22.4% | +16.9% | +5.0% |
| 3M | +4.1% | -12.3% | +16.5% | +9.8% |
| 6M | +19.3% | -24.3% | +43.6% | +33.9% |
| YTD | -9.2% | -22.8% | +13.6% | +0.3% |
| 1Y | -15.0% | -28.8% | +13.8% | -2.3% |
| All | -51.9% | -4.6% | -47.3% | -48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SYK.
Daily Out/Under-Performance
Portfolio return minus SYK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SYK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling